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The weak convergence of the likelihood ratio random fields for Markov observations

โœ Scribed by Yosihiko Ogata; Nobuo Inagaki


Book ID
110550055
Publisher
Springer Japan
Year
1977
Tongue
English
Weight
847 KB
Volume
29
Category
Article
ISSN
0020-3157

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Let [X n , n 1] be a sequence of stationary negatively associated random variables, Under some suitable conditions, the central limit theorem and the weak convergence for sums are investigated. Applications to limiting distributions of estimators of Var S n are also discussed.